Here's one way (after declaring and reading type):
/* a portfolio manager can only handle a maximum of (say) 2 customer types */
set TYPES = setof {c in CUSTOMERS} type[c];
var AssignType {TYPES, PORTFOLIO_MANAGERS} binary;
con AssignTypeCon {<c,p> in CP_PAIRS}:
Assign[c,p] <= AssignType[type[c],p];
con AtMostTwoTypes {p in PORTFOLIO_MANAGERS}:
sum {t in TYPES} AssignType[t,p] <= 2;